ADANIGREEN
Adani Green Energy Ltd
Historical option data for ADANIGREEN
21 Sep 2025 04:15 PM IST
| ADANIGREEN 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1030.70 | 111 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 981.70 | 106.55 | 2.45 | 23.26 | 15 | 7 | 54 | |||||||||
For Adani Green Energy Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.00
Historical price for 880 CE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 111, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 106.55, which was 2.45 higher than the previous day. The implied volatity was 23.26, the open interest changed by 7 which increased total open position to 54
| ADANIGREEN 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.15
Theta: -0.36
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1030.70 | 1.55 | -0.1 | 54.41 | 556 | 111 | 209 |
| 14 Sept | 981.70 | 2.55 | -1.4 | 36.09 | 31 | 6 | 65 |
For Adani Green Energy Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.04
Historical price for 880 PE is as follows
On 21 Sept ADANIGREEN was trading at 1030.70. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 54.41, the open interest changed by 111 which increased total open position to 209
On 14 Sept ADANIGREEN was trading at 981.70. The strike last trading price was 2.55, which was -1.4 lower than the previous day. The implied volatity was 36.09, the open interest changed by 6 which increased total open position to 65
